+76.4%
BND vs CNP
+353.4%
-277.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.2% |
| 30D | -0.4% | -1.8% | +1.5% | -0.3% |
| 3M | -0.6% | -4.6% | +4.0% | -0.5% |
| 6M | -1.4% | -8.8% | +7.4% | -1.3% |
| YTD | -0.2% | +5.2% | -5.5% | -0.4% |
| 1Y | +1.3% | +8.3% | -7.0% | +1.1% |
| 3Y | +13.2% | +54.9% | -41.7% | +12.0% |
| 5Y | -1.6% | +73.5% | -75.1% | -2.8% |
| 10Y | +15.5% | +139.1% | -123.7% | +13.2% |
| All | +76.4% | +353.4% | -277.0% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling